+15,692.2%
MA vs TER
+1,474.1%
+14,218.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.2% | +12.7% | +1.8% |
| 7D | +3.2% | -28.2% | +31.4% | +12.4% |
| 30D | +15.9% | -50.6% | +66.5% | +39.4% |
| 3M | +15.2% | -45.3% | +60.5% | +32.5% |
| 6M | +32.4% | -40.4% | +72.8% | +40.6% |
| YTD | +15.6% | +10.0% | +5.6% | -4.7% |
| 1Y | +19.3% | +13.6% | +5.7% | -3.4% |
| 3Y | +73.0% | +145.2% | -72.2% | -5.4% |
| 5Y | +93.7% | +50.4% | +43.4% | +21.5% |
| 10Y | +575.0% | +882.9% | -308.0% | +80.3% |
| All | +15,692.2% | +1,474.1% | +14,218.1% | +2,496.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TER wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling